+263.9%
STM vs CAPR
-99.1%
+363.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.2% | +4.3% |
| 7D | -10.7% | +41.1% | -51.8% | -11.5% |
| 30D | -25.7% | +11.1% | -36.8% | -26.0% |
| 3M | -21.6% | +115.3% | -136.9% | -23.4% |
| 6M | -27.8% | -73.8% | +46.0% | -26.9% |
| YTD | +61.8% | -68.8% | +130.6% | +62.8% |
| 1Y | +78.1% | +43.3% | +34.8% | +63.5% |
| 3Y | +4.9% | +214.7% | -209.8% | -8.1% |
| 5Y | -14.3% | +141.3% | -155.5% | -25.4% |
| 10Y | +414.1% | -67.0% | +481.1% | +325.3% |
| All | +263.9% | -99.1% | +363.0% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling